BVT Call 21100 NDX.X 09.01.2025
/ DE000VG15W79
BVT Call 21100 NDX.X 09.01.2025/ DE000VG15W79 /
| 1/2/2025 7:44:32 PM |
Chg.- |
Bid9:59:45 PM |
Ask9:59:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.410EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
NASDAQ 100 INDEX |
- USD |
1/9/2025 |
Call |
Master data
| WKN: |
VG15W7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NASDAQ 100 INDEX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
- USD |
| Maturity: |
1/9/2025 |
| Issue date: |
1/2/2025 |
| Last trading day: |
1/9/2025 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
116.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.15 |
| Intrinsic value: |
0.71 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.17 |
| Parity: |
0.71 |
| Time value: |
1.04 |
| Break-even: |
20,577.84 |
| Moneyness: |
1.00 |
| Premium: |
0.01 |
| Premium p.a.: |
5.40 |
| Spread abs.: |
0.01 |
| Spread %: |
0.57% |
| Delta: |
0.59 |
| Theta: |
-67.33 |
| Omega: |
68.70 |
| Rho: |
0.32 |
Quote data
| Open: |
2.120 |
| High: |
2.120 |
| Low: |
1.410 |
| Previous Close: |
- |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |